Trading Metrics calculated at close of trading on 24-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,272.75 |
1,274.25 |
1.50 |
0.1% |
1,285.00 |
High |
1,282.75 |
1,284.25 |
1.50 |
0.1% |
1,291.00 |
Low |
1,268.25 |
1,273.25 |
5.00 |
0.4% |
1,262.75 |
Close |
1,274.75 |
1,283.50 |
8.75 |
0.7% |
1,274.75 |
Range |
14.50 |
11.00 |
-3.50 |
-24.1% |
28.25 |
ATR |
12.23 |
12.15 |
-0.09 |
-0.7% |
0.00 |
Volume |
235 |
810 |
575 |
244.7% |
4,731 |
|
Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.25 |
1,309.50 |
1,289.50 |
|
R3 |
1,302.25 |
1,298.50 |
1,286.50 |
|
R2 |
1,291.25 |
1,291.25 |
1,285.50 |
|
R1 |
1,287.50 |
1,287.50 |
1,284.50 |
1,289.50 |
PP |
1,280.25 |
1,280.25 |
1,280.25 |
1,281.25 |
S1 |
1,276.50 |
1,276.50 |
1,282.50 |
1,278.50 |
S2 |
1,269.25 |
1,269.25 |
1,281.50 |
|
S3 |
1,258.25 |
1,265.50 |
1,280.50 |
|
S4 |
1,247.25 |
1,254.50 |
1,277.50 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.00 |
1,346.00 |
1,290.25 |
|
R3 |
1,332.75 |
1,317.75 |
1,282.50 |
|
R2 |
1,304.50 |
1,304.50 |
1,280.00 |
|
R1 |
1,289.50 |
1,289.50 |
1,277.25 |
1,283.00 |
PP |
1,276.25 |
1,276.25 |
1,276.25 |
1,272.75 |
S1 |
1,261.25 |
1,261.25 |
1,272.25 |
1,254.50 |
S2 |
1,248.00 |
1,248.00 |
1,269.50 |
|
S3 |
1,219.75 |
1,233.00 |
1,267.00 |
|
S4 |
1,191.50 |
1,204.75 |
1,259.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,291.00 |
1,262.75 |
28.25 |
2.2% |
14.25 |
1.1% |
73% |
False |
False |
1,108 |
10 |
1,291.00 |
1,253.50 |
37.50 |
2.9% |
12.50 |
1.0% |
80% |
False |
False |
1,196 |
20 |
1,291.00 |
1,241.00 |
50.00 |
3.9% |
11.25 |
0.9% |
85% |
False |
False |
885 |
40 |
1,291.00 |
1,163.00 |
128.00 |
10.0% |
11.75 |
0.9% |
94% |
False |
False |
565 |
60 |
1,291.00 |
1,161.50 |
129.50 |
10.1% |
12.50 |
1.0% |
94% |
False |
False |
382 |
80 |
1,291.00 |
1,117.50 |
173.50 |
13.5% |
13.00 |
1.0% |
96% |
False |
False |
288 |
100 |
1,291.00 |
1,059.00 |
232.00 |
18.1% |
12.25 |
1.0% |
97% |
False |
False |
232 |
120 |
1,291.00 |
1,030.50 |
260.50 |
20.3% |
10.50 |
0.8% |
97% |
False |
False |
197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,331.00 |
2.618 |
1,313.00 |
1.618 |
1,302.00 |
1.000 |
1,295.25 |
0.618 |
1,291.00 |
HIGH |
1,284.25 |
0.618 |
1,280.00 |
0.500 |
1,278.75 |
0.382 |
1,277.50 |
LOW |
1,273.25 |
0.618 |
1,266.50 |
1.000 |
1,262.25 |
1.618 |
1,255.50 |
2.618 |
1,244.50 |
4.250 |
1,226.50 |
|
|
Fisher Pivots for day following 24-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,282.00 |
1,280.25 |
PP |
1,280.25 |
1,276.75 |
S1 |
1,278.75 |
1,273.50 |
|